E-MINI S&P UTILITIES INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +32 contracts in E-MINI S&P UTILITIES INDEX, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
13874J
Contract unit
$100 X S&P Select Sector Utilities Index Price
Open interest, contracts
25,996
Change in open interest, contracts
-1,001
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
8,651
17,686
0
-9,035
33.3
68.0
-34.8
Asset Manager/Institutional
10,854
3,181
0
+7,673
41.8
12.2
29.5
Leveraged Funds
3,425
3,393
0
+32
13.2
13.1
0.1
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
22,930
24,260
-
-1,330
88.2
93.3
-5.1
Nonreportable
3,066
1,736
-
+1,330
11.8
6.7
5.1
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+32
Week change
+431
4-week change
-3,921
13-week change
-2,822
Net as % of open interest
0.1%
Percentile, 1 year (52 weeks)
17
Percentile, 3 years (156 weeks)
24
Z-score, 52 weeks
-1.12
COT Index, 3 years
51
52-week high of net
+4,859
52-week low of net
-1,742
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
5
9
Asset Manager/Institutional
7
4
Other Reportables
0
0
Total reportable
15
16
Largest 4 traders, gross long
58.1%
Largest 4 traders, gross short
56.0%
Largest 8 traders, gross long
78.8%
Largest 8 traders, gross short
76.2%
Largest 4 traders, net long
58.1%
Largest 4 traders, net short
56.0%
Largest 8 traders, net long
78.8%
Largest 8 traders, net short
76.2%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
8,651
17,686
0
-9,035
33.3
68.0
-34.8
Asset Manager/Institutional
10,854
3,181
0
+7,673
41.8
12.2
29.5
Leveraged Funds
3,425
3,393
0
+32
13.2
13.1
0.1
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
22,930
24,260
-
-1,330
88.2
93.3
-5.1
Nonreportable
3,066
1,736
-
+1,330
11.8
6.7
5.1
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Recent reports, net by category
Report date
Open interest
Dealer/Intermediary
Asset Manager/Institutional
Leveraged Funds
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
25,996
-9,035
+7,673
+32
+0
-1,330
+1,330
Tue 13 Oct 2026
26,997
-9,633
+8,083
-399
+0
-1,949
+1,949
Tue 6 Oct 2026
28,320
-4,533
+596
+394
+0
-3,543
+3,543
Tue 29 Sep 2026
27,961
-5,262
+1,283
+3,033
+0
-946
+946
Tue 22 Sep 2026
28,272
-6,000
+1,418
+3,953
+0
-629
+629
Tue 15 Sep 2026
46,238
-5,298
+1,741
+2,370
+0
-1,187
+1,187
Tue 8 Sep 2026
23,810
-8,968
+6,058
+2,373
+0
-537
+537
Tue 1 Sep 2026
22,273
-11,566
+8,192
+1,818
+0
-1,556
+1,556
Tue 25 Aug 2026
21,795
-10,628
+8,189
+1,479
+0
-960
+960
Tue 18 Aug 2026
21,946
-10,479
+8,424
+1,243
+0
-812
+812
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Traders in Financial Futures report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.